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Having a book of shadows (BoS) is indeed a common practice for Pagans who practice magick or other skills. It’s a sort of diary and reference book all in one. While many Pagans do have one, not all of us do, and by no means a requirement.
A book of shadows can be a wonderful way to chronicle your spiritual journey, and make a great reference for all the things that you’ve learned on your path. A BoS often contains correspondence tables, charts, definitions, even calendars. They’re where you’ll write down how your spells worked and document results and feelings. Honestly, they can be used to hold almost anything and everything related to your experiences as a Pagan.
Even though having a book of shadows, sometimes called a grimoire, is common, not everyone has one. Some don’t because they fear someone finding it, some just don’t want to. Neither way is right or wrong. If you do keep one, do note that it doesn’t have to be a physical book. It can be a document or set of documents on your computer, or something you have in an app on your mobile device. They take many different forms.
The only important thing to know is that if you do choose to have a BoS, it is yours and it is private, and you should never allow others to handle or read it, and avoid taking it out in public. Some things are simply not shared, unless it’s a group grimoire belonging to your coven, which would fall under different rules.